+50.9%
XYZ vs CMI
+156.7%
-105.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.3% |
| 7D | +2.9% | +1.9% | +1.0% | +1.8% |
| 30D | +1.4% | -12.5% | +13.9% | +8.4% |
| 3M | +14.6% | -16.2% | +30.8% | +23.2% |
| 6M | +20.8% | +4.9% | +15.9% | +10.8% |
| YTD | +23.1% | +11.1% | +11.9% | +7.1% |
| 1Y | +5.6% | +43.4% | -37.7% | -24.7% |
| 3Y | +50.9% | +154.1% | -103.2% | -34.7% |
| All | +50.9% | +156.7% | -105.8% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling